Simply, I don't have them but I think I should have them.
It is not in the Director (pressing E) or anywhere.
Players used to have to talk to Cayde to unlock it but now the rumor is that he is dead and he is not at the farm and not at the tower.
I understand that I can unlock it by playing some levels in Forsaken but I don't have the level to play forsaken. And I won't have it probably anytime soon. I have completed the Red War and I'm mid-way through Osiris.
The other way should be to have the base game and to get to level 20 and level up one more time. I did that. Nothing happened.